- Katılım
- 23 Eki 2020
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Here is the gap-trading system code for use in Equis International's MetaStock software. For practical reasons, the system has been defined as an indicato rrathert han a system, showing the cumulated profit. |
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GAP Trading dn:= 1.0; up:= 1.0; gap:= 100*(OPEN - Ref(CLOSE, -1))/Ref(CLOSE,-1); prf:= If(gap>=up, OPEN-CLOSE, If(gap<=-dn,CLOSE-OPEN,0)); Cum(prf); |
Stéphane Reverre | |
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Source / From: | |
